영문목차
Preface=ix
Acknowledgments=xiii
CHAPTER 1. Investment Performance Measurement=1
PART ONE. Return Measurement=13
CHAPTER 2. Single Period Return=15
CHAPTER 3. Money-Weighted Return=37
CHAPTER 4. Time-Weighted Return=45
CHAPTER 5. Multiperiod Return=55
CHAPTER 6. Adjusting Returns for Impact of Fees, Taxes, and Currency=69
CHAPTER 7. Measuring Relative Return=97
PART TWO. Risk Measurement=121
CHAPTER 8. Risk=123
CHAPTER 9. Absolute Risk=131
CHAPTER 10. Downside Risk=155
CHAPTER 11. Relative Risk=165
PART THREE. Measuring Risk-Adjusted Performance=181
CHAPTER 12. Absolute Risk-Adjusted Return=183
CHAPTER 13. Downside and Relative Risk-Adjusted Return=199
CHAPTER 14. Assessing Skill=203
PART FOUR. Performance Attribution=213
CHAPTER 15. Security and Segment Returns=215
CHAPTER 16. Effective Exposure Basis Returns=243
CHAPTER 17. Contribution Analysis=255
CHAPTER 18. Attributing Value Added to Management Decisions=265
CHAPTER 19. Strategy-Specific Return Decomposition=285
PART FIVE. Performance Presentation=305
CHAPTER 20. AIMR-and GIPS-Compliant Performance Presentations=307
APPENDIX. The AIMR Performance Presentation Standards=331
INDEX=341